Are there exact analytical solutions to the electronic states of the hydrogen molecular ion $\mathrm H_2^+$? The hydrogen molecular ion (a.k.a. dihydrogen cation) $\mathrm H_2^+$ is the simplest possible molecular system, and as such you'd hope to be able to make some leeway in solving it, but it turns out that it's much harder than you'd hope. As it turns out, if you phrase it in spheroidal coordinates then the stationary Schrödinger equation for the electron (with stationary nuclei),
$$
\left[-\frac12\nabla^2-\frac{1}{\|\mathbf r-\mathbf R_1\|}-\frac{1}{\|\mathbf r-\mathbf R_2\|}\right]\psi(\mathbf r)=E\psi(\mathbf r)
\tag 1
$$
becomes separable, but - last I heard - the resulting equations do not admit exact analytical equations in anything you'd call either closed form or special-function-like. 
(More specifically, the separation is not as clean as in the hydrogen atom, where you get an angular and then a radial eigenvalue problems, but instead you get a coupled 'bi-eigenvalue problem' that's harder to solve.)
On the other hand, Wikipedia lists the system in its List of quantum-mechanical systems with analytical solutions with a note that there are "Solutions in terms of generalized Lambert W function", so maybe I'm missing something. 
Tracing the Wikipedia references leads to arXiv:physics/0607081, which seems to me to only (i) only work for the eigenvalue, not the eigenfunctions, (ii) work with generalizations of the Lambert $W$ function, and (iii) not be particularly closed-form either. However, I may be missing the end of some reference trail here.
So: are there known eigenfunctions of $(1)$ in exact analytical form, or even in terms of special functions (whose definition goes beyond "the solution of this given equation")?
If the answer to this is negative, then that's probably a very tall order to prove, since statements of the kind "there is no result of that type in the literature" are inherently hard to tie down. In that case, though, I will settle for a thorough exploration of the literature pointed at by the Wikipedia claim, and an explanation of what it does and does not provide.

Edit, given the large number (currently 8) of non-answers that this thread has received. Apparently some clarifications are in order.


*

*The question of whether a given solution does or does not qualify for the description of 'analytic', 'closed-form' or 'exact' is obviously a subjective call to a nontrivial extent. However, there are a lot of interesting shades of gray between 'the solution is an elementary function' and 'if you define the special function $f$ as the solution of the equation, then the equation is solvable in terms of special functions', and I want to know where this problem sits between those two extremes.
As such, I would like to set the bar at functions that include at least one nontrivial connection. Thus, I would argue that a direct Frobenius-method series solution is not really sufficient if it has no further analysis and no additional connections to other properties of the resulting functions. (In particular, if one wants to allow series solutions with no further connections, then it is worth considering carefully what other systems then become 'solvable' to the same degree.)

*It is well known that there are perfectly good approximate and numerical solutions to this problem, including several that are systematically convergent; moreover, even if an analytical solution exists, those numerical and approximate solutions are probably more useful and quite possibly more accurate than the 'exact' solution. That is irrelevant to the question at hand, which is simply about how far (or lack thereof) one can take 'exact' analytical methods in quantum mechanics.

*Obviously the Schrödinger equation at stake here is an approximation (as it ignores e.g. nuclear motion and relativistic effects such as spin-orbit coupling and other fine-structure effects), but that is irrelevant to the question of whether this specific problem has exact solutions or not.

 A: To avoid re-treading old ground, this answer contains some previous literature that has been mentioned on this thread, as well as the surface layer obtainable via naive google searches:


*

*A. H. Wilson. The Ionised Hydrogen Molecule. Proc. Roy. Soc. Lond. Ser. A, Math. Phys. 118 no. 780, pp. 635-647 (1928). 

*These lecture notes for CHEM-UA 127: Advanced General Chemistry I at NYU by M.E. Tuckerman. Contains the variable separation, and the claim that the problem is exactly solvable, without exhibiting that solution or providing any references.

*This CCL thread, linking to the following references:


*

*H. Eyring, G. Walter, and J. E. Kimball, Quantum Chemistry (Wiley, New York, 1946), pp. 201-203. Claims the problem is solvable and refers to Teller, Burrau, Hylleraas and Jaffe (below), all of which provide series solutions.


*

*E. Teller, Über das Waserstoffmolekülion, Z. Physik 61 no. 7-8, 458-480 (1930)

*G. Jaffé, Zur Theorie des Wasserstoffmolekülions, Z. Physik 87 no. 7-8, 535-544 (1934)

*E. A. Hylleraas, Über die Elektronenterme des Wasserstoffmoleküls, Z. Physik 71 no. 11-12, 739-763 (1931)

*Ø. Burrau, Berechnung des Energiewertes des Wasserstoffmolekel-Ions (H2+) im Normalzustand, Kgl. Danske
Videnskab. Selskab. Mat.-Fys. 7, p. 1. (1927) (eprint)


*D. R. Bates, K. Ledsham, and A. L. Stewart, Phil. Trans. Roy. Soc. London 246, 215 (1953).



From this list, the papers by Wilson, Teller, Jaffé, Hylleraas, Burrau and Bates contain derivations of the separation of variables as well a series solution for the resulting coupled equations, in which the quantization condition usually appears, if I understand correctly, as the requirement that the separation constant $\mu$ be a zero of a function defined by a continued fraction, as
$$
f(\mu) = 
\mu+
\frac{
 \frac{1\cdot2\lambda^2}{2\cdot3}}{1-\frac{\mu}{2\cdot 3}
 -
   \frac{
 \frac{3\cdot4\lambda^2}{2\cdot3\cdot4\cdot5}}{1-\frac{\mu}{4\cdot 5}
 -
 \frac{
   \frac{5\cdot6\lambda^2}{2\cdot3\cdot4\cdot5\cdot6\cdot7}}{1-\frac{\mu}{6\cdot 7}
   -
   \cdots
 }
   }
}
=0,
$$
where $\lambda$ is essentially the energy eigenvalue.
I am extremely reluctant to call these series solutions as 'exact' or 'analytical', though of course this involves a personal judgement call. (As a contrast, I'm not that reluctant to call the Braak solution of the Rabi model an analytical solution, even though it shares many features with the ones in this reference list. To some extent, that's because it's more recent, so there hasn't been enough time to tell whether there's more connections to be made with those solutions, but intuitively they feel like they have more 'structure' around them.) However, maybe someone can come along with a review and simplified exposition of the series solutions, and make the case that the functions they define are as 'closed-form' as, say, the Bessel eigenfunctions of a cylindrical well?
A: The solution to this problem (single electron in the field of two fixed protons (or more generally two fixed heavy charged particles) is obtained in prolate spheroidal coordinates (with foci of the spheroids at the locations of the fixed charges. See, for example,
http://www.nyu.edu/classes/tuckerman/adv.chem/lectures/lecture_13/node3.html
or other references found by using Google® on "hydrogen molecular ion exact solution". These solutions have been known for a long time. The solutions to the equivalent of the radial equation can be expressed as Lambert functions, as others have noted, and these can be evaluated to great accuracy using standard numerical methods (which must be used for any non-polynomial functions in any case).
A: Yes it has been done analytically with a truncation of the infinite number of basis functions which are needed to be done exactly by many and myself for one for the non-relativistic case as in general all bound state non-relativistic, non Born Oppenhiemer quantum problems coulomb only forces can be done with matrix elements in closed form. Of course this is not an exact solution by any means. See for example Hyperspherical_harmonics_as_Sturmian_orbitals_in_m.pdf which can be downloaded from internet by anyone. Title of article is 'Hyperspherical harmonics as Sturmian orbitals in momentum space: A systematic approach to the few-body Coulomb problem'
by Vincenzo Aquilanti et al.and references therein. If this is what you mean by analytic then yes. And you are correct that numerical approximations using such as
variational methods are usually more accurate for example 
'Solving the Schrödinger equation for helium atom and its isoelectronic ions with the free iterative complement interaction „ICI… method' by iterative complement interaction „ICI… method
by Hiroyuki Nakashima and Hiroshi Nakatsujia with 40digit accuracy for Helium - that was assuming infinite massive nucleus but they did just about as good with the real mass - think this was non-relativistic.
